hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h-notp | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
1908.10
Total PnL
908.10 (90.81%)
Total Trades (Win/Los)
162 (57/105)
Win Rate
35.19%
Max Drawdown
652.14 (41.65%)
Total Fees
45.67
Position avg (max), %
88.19 (121.15)
Profit Factor
1.41
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -17.73% 31.40% 25.67% -6.31% -6.48% 1.69% 0.09% -4.31% 2.94% -5.05% 34.01% -3.99% 45.80%
2025 -24.97% -1.23% 4.04% -0.26% 23.99% -7.81% 14.89% -0.29% 6.50% -15.54% 20.23% -7.72% 0.49%
2026 16.92% 2.93% 2.54% 8.34% -2.54% 0.01% — — — — — — 30.31%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 3
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1908.10
Min balance 812.73
Max balance 2041.61
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.18
Average monthly return (arithmetic), % 3.07
Best month, % 34.01
Worst month, % -24.97
PnL, Volume & Fees
Metric Value
Total PnL 908.10
Total PnL, % 90.81
Gross profit 3311.64
Gross loss 2345.37
Trading volume (USDT) 126918.69
Total transactions (buy/sell) 165
Total fees 45.67
Funding net -12.50
Funding accrued (received) 64.82
Funding paid 77.31
Trades
Metric Value
Total Trades 162
Win Trades 57
Los Trades 105
Win Rate, % 35.19
Expectancy per trade 5.9646
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.19
Position max, % of margin balance 121.15
Max Drawdown 652.14
Max Drawdown, % 41.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4120
Recovery Factor (Total PnL / Max DD) 1.3925
Sharpe ratio (monthly) 0.7760
Sortino ratio (monthly) 1.5274
CAGR, % 30.68
Calmar ratio (CAGR / Max DD%) 0.7366
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 458.44 | Fee: 13.97 | Vol: 38824.60
Details
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  "name": "1",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 33.0,
    "balance_percentage_short": 33.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 20,
    "detection": 11,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}